+247.9%
SOXX vs STX
+1,049.0%
-801.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.7% |
| 7D | +1.4% | -2.3% | +3.6% | +2.3% |
| 30D | -3.6% | -5.5% | +1.9% | -1.6% |
| 3M | -10.2% | -4.3% | -5.9% | -10.2% |
| 6M | +54.2% | +115.6% | -61.4% | +2.8% |
| YTD | +75.2% | +202.2% | -127.0% | -5.0% |
| 1Y | +107.5% | +325.3% | -217.8% | -10.6% |
| 3Y | +226.8% | +1,283.9% | -1,057.1% | -33.5% |
| All | +247.9% | +1,049.0% | -801.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling